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Vignettes for texmex package

Harry Southworth and Janet E. Heffernan

2024-03-04

There are vignettes for the following areas of texmex functionality:

• Univariate extreme value modelling
• Multivariate conditional extreme value modelling
• Extreme value modelling of dependent series
• Extended Generalized Pareto Distribution 3 (EGP3) in texmex
• The texmex validation suite

These can be found at the following location [https://github.com/janetheffernan/texmexVignettes].

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.